Mac: control click on the link to the recording.choose Open with iTunes to add the file to iTunes where you can add it to a playlist and then burn the playlist to a CD.or choose Download Linked File As... to save the MP3 file to your computer. This file can be moved to your MP3 player or phone, even make a ring tone.

Windows:right click on link to the recording.choose Save Target As... to save the MP3 file to your computer. Open the MP3 file with your favorite Media Player.